+642.7%
BX vs ROP
+135.7%
+507.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.5% |
| 7D | -8.9% | -8.0% | -0.9% | -3.3% |
| 30D | -14.8% | -2.7% | -12.1% | -13.1% |
| 3M | +6.9% | +16.6% | -9.7% | -5.6% |
| 6M | +16.3% | +10.4% | +5.9% | +6.4% |
| YTD | -16.1% | -12.1% | -4.0% | -9.7% |
| 1Y | -26.8% | -23.6% | -3.2% | -12.3% |
| 3Y | +22.4% | -19.3% | +41.8% | +39.9% |
| 5Y | +16.0% | -15.4% | +31.4% | +27.8% |
| All | +642.7% | +135.7% | +507.0% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling